Diversifying Investments and Maximizing Sharpe Ratio: A Novel Quadratic Unconstrained Binary Optimization Formulation [PDF]
Quantum ReportsThe optimization of investment portfolios represents a pivotal task within the field of financial economics. Its objective is to identify asset combinations that meet specified criteria for return and risk.
Mirko Mattesi +6 more
doaj +2 more sources
Efficient bit labeling in factorization machines with annealing for traveling salesman problem [PDF]
Scientific ReportsTo efficiently determine an optimum parameter combination in a large-scale problem, it is essential to convert the parameters into available variables in actual machines. Specifically, quadratic unconstrained binary optimization problems are solved using
Shota Koshikawa +2 more
doaj +2 more sources
On some features of quadratic unconstrained binary optimization with random coefficients [PDF]
Bollettino dell'Unione Matematica ItalianaAbstract Quadratic Unconstrained Binary Optimization (QUBO or UBQP) is concerned with maximizing/minimizing the quadratic form $$H(J, \eta ) = W \sum _{i,j} J_{i,j} \eta _{i} \eta _{j}$$ H ...
Isopi, Marco +2 more
core +8 more sources
Left-deep join order selection with higher-order unconstrained binary optimization on quantum computers [PDF]
Frontiers in Computer ScienceJoin order optimization is among the most crucial query optimization problems, and its central position is also evident in the new research field where quantum computing is applied to database optimization and data management.
Valter Uotila
doaj +3 more sources
Quadratic unconstrained binary optimization for environmental control system equipment design and assessment [PDF]
Advanced Modeling and Simulation in Engineering SciencesThis paper explores possible implementations of a quantum annealing-based algorithm, in the Quadratic unconstrained binary optimization method (QUBO) form, to solve the thermo-fluid dynamics problem associated with the design of critical components of ...
Giulio Malinverno, Javier Blasco Alberto
doaj +2 more sources
On the numerical solution of Lasserre relaxations of unconstrained binary quadratic optimization problem [PDF]
Journal of Global OptimizationAbstract The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate gradient method solving the linear systems.
Soodeh Habibi +2 more
core +8 more sources
Parity Quantum Optimization: Compiler [PDF]
Quantum, 2023 We introduce parity quantum optimization with the aim of solving optimization problems consisting of arbitrary $k$-body interactions and side conditions using planar quantum chip architectures.
Kilian Ender +4 more
doaj +1 more source
Grover Adaptive Search for Constrained Polynomial Binary Optimization [PDF]
Quantum, 2021 In this paper we discuss Grover Adaptive Search (GAS) for Constrained Polynomial Binary Optimization (CPBO) problems, and in particular, Quadratic Unconstrained Binary Optimization (QUBO) problems, as a special case.
Austin Gilliam +2 more
doaj +1 more source
Performance Comparison of Typical Binary-Integer Encodings in an Ising Machine
IEEE Access, 2021 The differences in performance among binary-integer encodings in an Ising machine, which can solve combinatorial optimization problems, are investigated.
Kensuke Tamura +4 more
doaj +1 more source
Variable Reduction For Quadratic Unconstrained Binary Optimization
CoRR, 2021 Quadratic Unconstrained Binary Optimization models are useful for solving a diverse range of optimization problems. Constraints can be added by incorporating quadratic penalty terms into the objective, often with the introduction of slack variables needed for conversion of inequalities. This transformation can lead to a significant increase in the size
Amit Verma, Mark W. Lewis
openaire +2 more sources